| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060361 | Economics Letters | 2013 | 5 Pages |
Abstract
⺠We present a method helpful in analyzing the sources of return in an event study. ⺠A generalized decomposition result can be applied to models in an event study. ⺠The effect is separated into differences in economy-wide and individualistic factors. ⺠The abnormal return in the existing literature is equivalent to the coefficient effects.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Carl Lin,